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Content
May 2012, Volume 38, Issue 4
- 495-517 Does Regulation Fair Disclosure affect analysts’ forecast performance? The case of restructuring firms
by Beixin Lin & Rong Yang - 519-542 Board size and firm risk-taking
by Chia-Jane Wang
April 2012, Volume 38, Issue 3
- 275-298 Advertising intensity, investor recognition, and implied cost of capital
by Yuan Huang & Steven Wei - 299-322 CEO stock options and analysts’ forecast accuracy and bias
by Kiridaran Kanagaretnam & Gerald Lobo & Robert Mathieu - 323-346 CEO incentives and the cost of debt
by Kenneth Shaw - 347-365 The makings of an information leader: the intraday price discovery process for individual stocks in the DJIA
by Marc Simpson & Jose Moreno & Teofilo Ozuna - 367-389 Investment opportunity set, political connection and business policies of private enterprises in China
by Clement Chow & Michael Fung & Kevin Lam & Heibatollah Sami - 391-410 Short and long-term interactions between venture capital returns and the macroeconomy: evidence for the United States
by Roland Füss & Denis Schweizer
February 2012, Volume 38, Issue 2
- 131-148 Banks’ lending behavior and monetary policy: evidence from Sweden
by Stephanos Papadamou & Costas Siriopoulos - 149-175 The demand for accounting information: young NASDAQ listings versus S&P 500 NYSE listings
by Yoshie Saito - 177-207 Effect of the Sarbanes–Oxley act on CEOs’ stock ownership and pay-performance sensitivity
by Hsihui Chang & Hiu Choy & Kam-Ming Wan - 209-240 How to identify targets in the M&A banking operations? Case of cross-border strategies in Europe by line of activity
by Mehrez Ben Slama & Dhafer Saidane & Hassouna Fedhila - 241-255 Re-examining the investment-uncertainty relationship in a real options model
by Chuang-Chang Chang & Miao-Ying Chen - 257-274 Earnings management and market liquidity
by Asli Ascioglu & Shantaram Hegde & Gopal Krishnan & John McDermott
January 2012, Volume 38, Issue 1
- 1-24 The relationship between capital structure and product markets: evidence from New Zealand
by David Smith & Jianguo Chen & Hamish Anderson - 25-46 Underwriting and investment risks in the property-liability insurance industry: evidence prior to the 9–11 event
by Hong Zou & Min-Ming Wen & Charles Yang & Mulong Wang - 47-60 Security returns, beta, size, and book-to-market equity: evidence from the Shanghai A-share market
by David Morelli - 61-86 Underwriter syndication and corporate governance
by Hoje Jo & Yongtae Kim & Dongsoo Shin - 87-107 Portfolio performance and accounting measures of earnings: an alternative look at usefulness
by Jeong-Bon Kim & Roland Lipka & Heibatollah Sami - 109-129 Non-parametric method for European option bounds
by Hsuan-Chu Lin & Ren-Raw Chen & Oded Palmon
November 2011, Volume 37, Issue 4
- 409-426 Underwriter reputation and underpricing: evidence from the Australian IPO market
by William Dimovski & Simmala Philavanh & Robert Brooks - 427-449 The heteroskedasticity-consistent covariance estimator in accounting
by José Curto & José Pinto & Ana Morais & Isabel Lourenço - 451-476 The smoothing of pension expenses: a panel analysis
by Xiaowen Jiang - 477-507 Relative accuracy of analysts’ earnings forecasts over time: a Markov chain analysis
by Derann Hsu & Cheng-Huei Chiao - 509-529 A comprehensive examination of the wealth effects of recent stock repurchase announcements
by Ken Yook & Partha Gangopadhyay - 531-540 Recap of the 21st annual conference on financial economics and accounting, November 12, 2010 to November 13, 2010
by Cheng-Few Lee
October 2011, Volume 37, Issue 3
- 267-281 The profitability of interest arbitrage when the base currency is pegged to a basket
by Imad Moosa - 283-299 Stock returns and product market competition: beyond industry concentration
by Vivek Sharma - 301-323 Momentum trading, mean reversal and overreaction in Chinese stock market
by Yangru Wu - 325-361 The IPO market as a screening device and the going public decision: evidence from acquisitions of privately and publicly held firms
by Tomas Mantecon & Paul Thistle - 363-380 An application of the two-stage Bivariate Probit–Tobit model to corporate financing decisions
by Carmen Cotei & Joseph Farhat - 381-408 Performance persistence of closed-end funds
by Elyas Elyasiani & Jingyi Jia
August 2011, Volume 37, Issue 2
- 127-148 Tests for relative performance evaluation based on assumptions derived from proxy statement disclosures
by James Bannister & Harry Newman & Joseph Weintrop - 149-179 The 52-week high, momentum, and predicting mutual fund returns
by Travis Sapp - 181-205 Financial disclosure, investor protection and stock market behavior: an international comparison
by Benjamas Jirasakuldech & Donna Dudney & Thomas Zorn & John Geppert - 207-221 Firm value and investment policy around stock for stock mergers
by Adel Bino & Elisabeta Pana - 223-244 Australia’s equity home bias and real exchange rate volatility
by Anil Mishra - 245-265 Endogenous problems in cross-sectional valuation models based on accounting information
by L. Gil-Alana & R. Iniguez-Sanchez & G. Lopez-Espinosa
July 2011, Volume 37, Issue 1
- 1-20 Banking efficiency and stock market performance: an analysis of listed Indonesian banks
by Muliaman Hadad & Maximilian Hall & Karligash Kenjegalieva & Wimboh Santoso & Richard Simper - 21-34 An analysis of the importance of S&P 500 discretionary constituent changes
by John Geppert & Stoyu Ivanov & Gordon Karels - 35-62 Can historical returns-earnings relations predict price responses to earnings news?
by Robert Freeman & Adam Koch & Haidan Li - 63-86 Can long-term performance plans mitigate the negative effects of stock consideration and high cash for acquirers?
by Derek Oler & James Waegelein - 87-104 Behavioral theories and the pricing of IPOs’ discretionary current accruals
by Xu Li - 105-126 Entrenched controlling shareholders and the performance consequences of corporate diversification in Taiwan
by Liu-Ching Tsai & Chaur-Shiuh Young & Hui-Wen Hsu
May 2011, Volume 36, Issue 4
- 491-516 The advantages of using quarterly returns for long-term event studies
by Ronald Bremer & Bonnie Buchanan & Philip English - 517-532 A flow-based corporate credit model
by Tsung-Kang Chen & Hsien-Hsing Liao & Chia-Wu Lu - 533-554 The reputation effect of venture capital
by Pei-Gi Shu & Yin-Hua Yeh & Shean-Bii Chiu & Fu-Sheng Ho - 555-564 Investment with network externality under uncertainty
by Chia-Chi Lu & Weifeng Hung & Jyh-Jian Sheu & Pai-Ta Shih - 565-581 Credit risk prediction using support vector machines
by Jan-Henning Trustorff & Paul Konrad & Jens Leker - 583-604 Forecasting stock price with the residual income model
by Huong Higgins
April 2011, Volume 36, Issue 3
- 323-353 Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets
by Kwang-il Choe & Joshua Krausz & Kiseok Nam - 355-390 Intraday return spillovers and its variations across trading sessions
by Chia-Ching Chang & Sheng-Syan Chen & Robin Chou & Chin-Wen Hsin - 391-416 The corporate choice between public debt, bank loans, traditional private debt placements, and 144A debt issues
by Matteo Arena - 417-435 Investor pricing of CEO equity incentives
by Jeff Boone & Inder Khurana & K. Raman - 437-457 The value relevance of IFRS in the European banking industry
by Mariarosaria Agostino & Danilo Drago & Damiano Silipo - 459-490 Repricing of executive stock options
by Jerry Yang & Willard Carleton
February 2011, Volume 36, Issue 2
- 153-205 Model uncertainty, performance persistence and flows
by Yee Loon - 207-245 Accounting and stock market effects of international accounting standards adoption in an emerging economy
by Mohamed Elbannan - 247-267 An analysis of risk-based asset allocation and portfolio insurance strategies
by Lan-chih Ho & John Cadle & Michael Theobald - 269-286 Optimization, cointegration and diversification gains from international portfolios: an out-of-sample analysis
by Chanwit Phengpis & Peggy Swanson - 287-296 Analysis of efficient markets
by Arie Harel & Giora Harpaz & Jack Francis - 297-322 Managerial entrenchment and the value of dividends
by Woo-Jong Lee
January 2011, Volume 36, Issue 1
- 1-31 Informed traders of cross-listed shares trade more in the domestic market around earnings releases
by Lawrence Kryzanowski & Skander Lazrak - 33-55 Value relevance of banks: global evidence
by Asokan Anandarajan & Bill Francis & Iftekhar Hasan & Kose John - 57-81 Tick size, market structure, and market quality
by Kee Chung & Jangkoo Kang & Joon-Seok Kim - 83-104 Pricing and hedging volatility smile under multifactor interest rate models
by I.-Doun Kuo - 105-132 Earnings versus capital ratios management: role of bank types and SFAS 114
by Fatima Alali & Bikki Jaggi - 133-151 Revisiting corporate dividends and seasoned equity issues
by Yanzhi Wang & Sheng-Syan Chen & Yen-Ting Cheng
November 2010, Volume 35, Issue 4
- 371-391 Inter-market competition for NYSE-listed securities under decimals
by Michael Goldstein & Andriy Shkilko & Bonnie Ness & Robert Ness - 393-410 The effect of CEO ownership on the information content of reported earnings
by Aloke Ghosh & Doocheol Moon - 411-429 Are good financial advisors really good? The performance of investment banks in the M&A market
by Ahmad Ismail - 431-444 How does beta explain stochastic dominance efficiency?
by Haim Shalit & Shlomo Yitzhaki - 445-471 Executive compensation, supervisory board, and China’s governance reform: a legal approach perspective
by Shujun Ding & Zhenyu Wu & Yuanshun Li & Chunxin Jia - 473-491 Ownership structure and debt maturity: new evidence from Spain
by Pedro García-Teruel & Pedro Martínez-Solano
October 2010, Volume 35, Issue 3
- 221-243 The value of the floor
by Daniel Weaver & Xing Zhou - 245-269 A jump diffusion model for VIX volatility options and futures
by Dimitris Psychoyios & George Dotsis & Raphael Markellos - 271-293 Dynamic linkages between monetary policy and the stock market
by Nikiforos Laopodis - 295-313 The high-volume return premium: evidence from the Chinese stock market
by Zhong-Guo Zhou - 315-334 Does the size of a fund family matter when choosing an investment strategy? Evidence from spain
by Luis Ferruz & Fernando Muñoz & Maria Vargas - 335-370 Second decade review of the annual conference on financial economics and accounting
by Cheng-Few Lee
August 2010, Volume 35, Issue 2
- 123-124 Introduction
by Daniel Weaver - 125-126 Gene Fama’s comments
by Eugene Fama - 127-135 Larry Fisher: our Sherpa into the mountains of data
by Mark Weinstein - 137-161 Removing biases in computed returns
by Lawrence Fisher & Daniel Weaver & Gwendolyn Webb - 163-178 Endowment spending in volatile markets: what should fiduciaries do?
by Marshall Blume - 179-205 An analysis of credit risk spreads for high yield bonds
by Frank Reilly & David Wright & James Gentry - 207-219 Curriculum Vitae of Lawrence Fisher
by Daniel Weaver
July 2010, Volume 35, Issue 1
- 1-20 Executive compensation, earnings management and shareholder litigation
by Robert Jones & Yan Wu - 21-46 Heterogeneous institutional investors and CEO compensation
by Yudan Zheng - 47-70 Bootstrap refinements in tests of microstructure frictions
by Thomas George & Chuan-Yang Hwang & Tavy Ronen - 71-87 Issuers’ incentives and tests of Baron’s model of IPO underpricing
by Hsuan-Chi Chen & Robert Fok & Sheng-Hung Kang - 89-111 On the validity of the augmented Fama and French’s (1993) model: evidence from the Hong Kong stock market
by Keith Lam & Frank Li & Simon So - 113-121 A new paradigm for forecasting security returns in a market regulated by price limits
by Arie Harel & Giora Harpaz & Joseph Yagil
May 2010, Volume 34, Issue 4
- 413-438 Pricing credit card loans with default risks: a discrete-time approach
by Chuang-Chang Chang & Ruey-Jenn Ho & Chengfew Lee - 439-457 A dynamic perspective on the determinants of accounts payable
by Pedro García-Teruel & Pedro Martínez-Solano - 459-481 Corporate governance and firm value during a financial crisis
by Sidney Leung & Bertrand Horwitz - 483-503 Chinese IPO activity, pricing, and market cycles
by Zhong-guo Zhou & Janet Zhou - 505-516 The pricing of accruals for profit and loss firms
by Nicholas Dopuch & Chandra Seethamraju & Weihong Xu - 517-531 Managerial motivation and timing of open market share repurchases
by Zahn Bozanic
April 2010, Volume 34, Issue 3
- 301-312 Is information risk priced for NASDAQ-listed stocks?
by Kathleen Fuller & Bonnie Ness & Robert Ness - 313-325 Activity in futures: does underlying market size relate to futures trading volume?
by Alex Frino & Elvis Jarnecic & Hui Zheng - 327-349 Hot and cold merger markets
by N. Chidambaran & Kose John & Zhaoyun Shangguan & Gopala Vasudevan - 351-370 An empirical investigation of Yankee stock offerings
by Ting Yang & Sie Lau - 371-381 Do option traders on value and growth stocks react differently to new information?
by Wei He & Yen-Sheng Lee & Peihwang Wei - 383-411 Event study with imperfect competition and private information: earnings announcements revisited
by Yu Cong & Rani Hoitash & Murugappa Krishnan
February 2010, Volume 34, Issue 2
- 145-177 Dancing in the dark: post-trade anonymity, liquidity and informed trading
by Alexandra Hachmeister & Dirk Schiereck - 179-197 With or without you: market quality of floor trading when screen trading closes early
by Dirk Schiereck & Christian Voigt - 199-224 The rule 10b5-1 loophole: an empirical study
by Alexander Robbins - 225-245 Earnings management and long-run stock performance following private equity placements
by De-Wai Chou & Michael Gombola & Feng-Ying Liu - 247-271 Employee stock options pricing and the implication of restricted exercise price: evidence from Taiwan
by Chia-Ying Chan & Ling-Chu Lee & Ming-Chun Wang - 273-300 The effect of capital market pressures on the association between R&D spending and CEO option compensation
by Jian Cao & Indrarini Laksmana
January 2010, Volume 34, Issue 1
- 1-21 Reexamining the uncertain information hypothesis on the S&P 500 Index and SPDRs
by Susana Yu & Joel Rentzler & Kishore Tandon - 23-36 The valuation of multivariate contingent claims under transformed trinomial approaches
by Chuang-Chang Chang & Jun-Biao Lin - 37-57 Trading costs and price discovery
by Siu-Kai Choy & Hua Zhang - 59-79 Divergence of opinion and initial public offerings
by Hsuan-Chi Chen & Wen-Chung Guo - 81-93 Binary response and logistic regression in recent accounting research publications: a methodological note
by Wenxia Ge & G. Whitmore - 95-143 Spill over effects of futures contracts initiation on the cash market: a regime shift approach
by George Karathanassis & Vasilios Sogiakas
November 2009, Volume 33, Issue 4
- 303-326 Estimating continuous-time stochastic volatility models of the short-term interest rate: a comparison of the generalized method of moments and the Kalman filter
by Travis Sapp - 327-345 Forecasting time-varying covariance with a range-based dynamic conditional correlation model
by Ray Chou & Chun-Chou Wu & Nathan Liu - 347-369 Effects of takeover protection on earnings overstatements: evidence from restating firms
by Yijiang Zhao & Kung Chen & Lee Yao - 371-391 The effect of earnings quality and country-level institutions on the value relevance of earnings
by Steven Cahan & David Emanuel & Jerry Sun - 393-409 Oil prices and transport sector returns: an international analysis
by Mohan Nandha & Robert Brooks
October 2009, Volume 33, Issue 3
- 193-208 Prospect theory and the risk-return paradox: some recent evidence
by Pin-Huang Chou & Robin Chou & Kuan-Cheng Ko - 209-232 The value of columnists’ stock recommendations: an event study approach
by Dan Palmon & Ephraim Sudit & Ari Yezegel - 233-252 US stock market volatility persistence: evidence before and after the burst of the IT bubble
by J. Cuñado & L. Gil-Alana & F. Gracia - 253-278 Order submission behaviors and opening price behaviors: evidence from an emerging market
by Chaoshin Chiao & Zi-May Wang & Hsiu-Ling Lai - 279-301 Value-relevance of pension transition adjustments and other comprehensive income components in the adoption year of SFAS No. 158
by Santanu Mitra & Mahmud Hossain
August 2009, Volume 33, Issue 2
- 91-111 Analysts’ recommendations: from which signal does the market take its lead?
by Rob Brown & Howard Chan & Yew Ho - 113-139 Dividend decisions in the property and liability insurance industry: mutual versus stock companies
by Hong Zou & Chuanhou Yang & Mulong Wang & Minglai Zhu - 141-158 Are the Fama–French factors proxying news related to GDP growth? The Australian evidence
by Annette Nguyen & Robert Faff & Philip Gharghori - 159-176 Price reversals versus price continuations: the transitory price effects of futures trading extension on the underlying stock market
by Yue-cheong Chan & Louis Cheng - 177-192 Recent changes in the prime rate behavior
by Jianzhou Zhu & Manfen Chen & Wanli Li
July 2009, Volume 33, Issue 1
- 1-26 Interest rate risk of German financial institutions: the impact of level, slope, and curvature of the term structure
by Marc-Gregor Czaja & Hendrik Scholz & Marco Wilkens - 27-36 A test of bear market mergerstat control premiums
by Dan Jordan & Donald Wort - 37-58 Implications of firm experiential knowledge and sequential FDI on performance of Japanese subsidiaries in Brazil
by Mário Ogasavara & Yasuo Hoshino - 59-81 NYSE execution quality subsequent to migration to hybrid
by Jose Gutierrez & Yiuman Tse - 83-90 Recap of the 19th annual conference on financial economics and accounting, November 14, 2008 to November 15, 2008
by Cheng-Few Lee
May 2009, Volume 32, Issue 4
- 317-349 Mispricing and the cross-section of stock returns
by Carl Chen & Peter Lung & F. Wang - 351-371 Tick size change on the Stock Exchange of Thailand
by Pantisa Pavabutr & Sukanya Prangwattananon - 373-403 A bridge from ruin theory to credit risk
by Cho-Jieh Chen & Harry Panjer - 405-419 The relationship between implied and realized volatility: evidence from the Australian stock index option market
by Steven Li & Qianqian Yang - 421-438 Should more local governments purchase a bond rating?
by Arthur Allen & George Sanders & Donna Dudney
February 2009, Volume 32, Issue 2
- 101-128 The value relevance of corporate restructuring charges
by Bikki Jaggi & Beixin Lin & Suresh Govindaraj & Picheng Lee - 129-144 Corporate governance and firm operating performance
by Lawrence Brown & Marcus Caylor - 145-168 Measuring the impact of sales on earnings and equity price
by Oliver Kim & Steve Lim & Taewoo Park - 169-195 The impact of exchange rate risk on international asset pricing under various market structures
by Sema Bayraktar - 197-209 Corporate social responsibility and financial performance: the “virtuous circle” revisited
by Edward Nelling & Elizabeth Webb
January 2009, Volume 32, Issue 1
- 1-15 New evidence pertaining to the prediction of operating cash flows
by Kenneth Lorek & G. Willinger - 17-31 Is there a viable alternative to ordinary least squares regression when security abnormal returns are the dependent variable?
by Imre Karafiath - 33-59 Non-audit service and auditor independence: an examination of the Procomp effect
by Rong-Ruey Duh & Wen-Chih Lee & Chi-Yun Hua - 61-83 The influence of managerial incentives on the resolution of financial distress
by Dong-Kyoon Kim & Chuck Kwok - 85-100 Performance persistence and its influence on money and investor flows into Spanish pension plans
by Luis Ferruz & Luis Vicente & Laura Andreu
November 2008, Volume 31, Issue 4
- 331-358 Residual income, value-relevant information and equity valuation: a simultaneous equations approach
by Ruey Tsay & Yi-Mien Lin & Hsiao-Wen Wang - 359-378 A multi-factor Markovian HJM model for pricing American interest rate derivatives
by Marat Kramin & Saikat Nandi & Alexander Shulman - 379-393 Liquidity commonality and spillover in the US and Japanese markets: an intraday analysis using exchange-traded funds
by Vinay Datar & Raymond So & Yiuman Tse - 395-423 Specification analysis of corporate equity financing decision: a conditional residual approach
by YiLin Wu & Lee Cheng-Few - 425-439 The persistence of earnings per share
by Luis Gil-Alana & Rolando Peláez
October 2008, Volume 31, Issue 3
- 225-240 Finance editorial board membership and research productivity
by William Hardin & Kartono Liano & Kam Chan & Robert Fok - 241-260 Trading on inside information when there may be tippees
by Chi-Wen Lee & Zemin Lu - 261-286 The impact of surprise offer-share adjustments on offer-day returns: evidence from seasoned equity offers
by Hoje Jo & Yongtae Kim & Myung Park - 287-309 Sixty years of research leadership: contributing authors and institutions to the journal of finance
by Jean Heck & Philip Cooley - 311-330 Macro information environment change and the quality of management earnings forecasts
by Stephen Baginski & John Hassell & Michael Kimbrough
August 2008, Volume 31, Issue 2
- 121-145 Board size and firm performance: the moderating effects of the market for corporate control
by Shijun Cheng & John Evans & Nandu Nagarajan - 147-166 An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts’ forecasts
by Nicholas Dopuch & Chandra Seethamraju & Weihong Xu - 167-189 Firm valuation, abnormal earnings, and mutual funds flow
by John Maher & Robert Brown & Raman Kumar - 191-207 Are candlestick technical trading strategies profitable in the Japanese equity market?
by Ben Marshall & Martin Young & Rochester Cahan - 209-224 Dividend taxation and corporate investment: a comparative study between the classical system and imputation system of dividend taxation in the United States and Australia
by Bhavish Jugurnath & Mark Stewart & Robert Brooks
July 2008, Volume 31, Issue 1
- 1-27 Value creation with Dye’s disclosure option: optimal risk-shielding with an upper tailed disclosure strategy
by Adam Ostaszewski & Miles Gietzmann - 29-53 Do core and non-core cash flows from operations persist differentially in predicting future cash flows?
by C. Cheng & Dana Hollie - 55-70 Analysing the performance of managed funds using the wavelet multiscaling method
by Francis In & Sangbae Kim & Vijaya Marisetty & Robert Faff - 71-104 The capital market implications of the frequency of interim financial reporting: an international analysis
by Yaw Mensah & Robert Werner - 105-119 Statistically based quarterly earnings expectation models for nonseasonal firms
by Kenneth Lorek & G. Willinger & Allen Bathke
May 2008, Volume 30, Issue 4
- 355-370 A model for stock market returns: non-Gaussian fluctuations and financial factors
by B. Craven & Sardar Islam - 371-395 Stock returns and expected inflation: evidence from an asymmetric test specification
by Bharat Kolluri & Mahmoud Wahab - 397-417 An examination of factors affecting Chinese financial analysts’ information comprehension, analyzing ability, and job quality
by Yiming Hu & Thomas Lin & Siqi Li - 419-432 The long-run performance of initial public offerings and its determinants: the case of China
by Xiaoqiong Cai & Guy Liu & Bryan Mase - 433-453 Bid ask spread in a competitive market with institutions and order size
by Malay Dey & Hossein Kazemi
April 2008, Volume 30, Issue 3
- 253-279 The performance of stocks that are reverse split
by Terrence Martell & Gwendolyn Webb - 281-296 Do corporate governance attributes affect adverse selection costs? Evidence from seasoned equity offerings
by John Becker-Blease & Afshad Irani - 297-314 The effect of controlling shareholders’ excess board seats control on financial restatements: evidence from Taiwan
by Chaur-Shiuh Young & Liu-Ching Tsai & Hui-Wen Hsu - 315-338 Executive pay dispersion, corporate governance, and firm performance
by Kin Lee & Baruch Lev & Gillian Yeo - 339-354 A Bayesian framework for combining valuation estimates
by Kenton Yee
February 2008, Volume 30, Issue 2
- 111-131 Investor protection, adverse selection, and the probability of informed trading
by Paul Brockman & Dennis Chung - 133-151 Evidence of feedback trading with Markov switching regimes
by Warren Dean & Robert Faff - 153-185 Joint accounting choices: an examination of firms’ adoption strategies for SFAS No. 106 AND SFAS No. 109
by Debra Jeter & Paul Chaney & Michele Daley - 187-223 International evidence on the impact of regulations and supervision on banks’ technical efficiency: an application of two-stage data envelopment analysis
by Fotios Pasiouras - 225-251 Can corporate governance save distressed firms from bankruptcy? An empirical analysis
by Eliezer Fich & Steve Slezak
January 2008, Volume 30, Issue 1
- 1-23 Change in value relevance of quarterly foreign sales data of U.S. multinational corporations after adopting SFAS 131
by Mahmud Hossain - 25-47 Herding, momentum and investor over-reaction
by Rani Hoitash & Murugappa (Murgie) Krishnan - 49-67 Option volume, strike distribution, and foreign exchange rate movements
by Mark Cassano & Bing Han - 69-92 Firm diversification and earnings management: evidence from seasoned equity offerings
by Chee Lim & Tiong Thong & David Ding - 93-109 Long-run performance following quality management certification
by Eurico Ferreira & Amit Sinha & Dale Varble
November 2007, Volume 29, Issue 4
- 339-351 The influence of growth opportunities on the relationship between equity ownership and leverage
by Doocheol Moon & Kishore Tandon - 353-370 Value relevance of value-at-risk disclosure
by Chee Lim & Patricia Tan - 371-394 The dynamics in the spot, futures, and call options with basis asymmetries: an intraday analysis in a generalized multivariate GARCH-M MSKST framework
by Kai-Li Wang & Mei-Ling Chen - 395-413 Not all call auctions are created equal: evidence from Hong Kong
by Carole Comerton-Forde & James Rydge & Hayley Burridge - 415-431 Do analysts overreact to extreme good news in earnings?
by Zhaoyang Gu & Jian Xue
October 2007, Volume 29, Issue 3
- 223-240 Valuation and classification of company issued cash and share-puts
by William Terando & Wayne Shaw & David Smith